+177.1%
MMM vs VLTO
+54.1%
+122.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +5.9% | +12.0% | -6.1% | +1.3% |
| 30D | +14.7% | +20.8% | -6.1% | +6.5% |
| 3M | +3.6% | +20.1% | -16.5% | -3.7% |
| 6M | +32.7% | +32.6% | +0.1% | +17.9% |
| YTD | +18.9% | +17.3% | +1.6% | +11.3% |
| 1Y | +16.4% | +17.3% | -0.9% | +8.7% |
| 3Y | +159.8% | +66.9% | +92.9% | +121.9% |
| All | +177.1% | +54.1% | +122.9% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling